def init(self, bars: List[Bar], account: Account, symbol: Symbol, unique_id: str = ""):
'''init open position etc.'''
self.symbol = symbol
self.unique_id = unique_id
if unique_id is not None:
base = 'openPositions/'
try:
os.makedirs(base)
except Exception:
pass
try:
with open(base + self._get_pos_file(), 'r') as file:
data = json.load(file)
self.last_time = data["last_time"]
for pos_json in data["positions"]:
pos: Position = Position.from_json(pos_json)
self.open_positions[pos.id] = pos
if "moduleData" in data.keys():
if str(bars[0].tstamp) in data["moduleData"].keys():
moduleData = data['moduleData'][str(bars[0].tstamp)]
ExitModule.set_data_from_json(bars[0], moduleData)
if str(bars[1].tstamp) in data["moduleData"].keys():
moduleData = data['moduleData'][str(bars[1].tstamp)]
ExitModule.set_data_from_json(bars[1], moduleData)
self.logger.info("done loading " + str(
len(self.open_positions)) + " positions from " + self._get_pos_file() + " last time " + str(
self.last_time))
except Exception as e:
self.logger.warn("Error loading open positions: " + str(e))
self.open_positions = {}
# init positions from existing orders
self.sync_positions_with_open_orders(bars, account)
def read_open_positions(self,bars: List[Bar]):
if self.unique_id is not None:
base = 'openPositions/'
try:
os.makedirs(base)
except Exception:
pass
try:
with open(base + self._get_pos_file(), 'r') as file:
data = json.load(file)
self.last_time = data["last_time"]
if "max_equity" in data.keys():
self.max_equity= data["max_equity"]
self.time_of_max_equity= data["time_of_max_equity"]
for pos_json in data["positions"]:
pos: Position = Position.from_json(pos_json)
self.open_positions[pos.id] = pos
if "moduleData" in data.keys():
if str(bars[0].tstamp) in data["moduleData"].keys():
moduleData = data['moduleData'][str(bars[0].tstamp)]
ExitModule.set_data_from_json(bars[0], moduleData)
if str(bars[1].tstamp) in data["moduleData"].keys():
moduleData = data['moduleData'][str(bars[1].tstamp)]
ExitModule.set_data_from_json(bars[1], moduleData)
self.logger.info("done loading " + str(
len(self.open_positions)) + " positions from " + self._get_pos_file() + " last time " + str(
self.last_time))
except Exception as e:
self.logger.warn("Error loading open positions: " + str(e))
self.open_positions = {}
def write_dashboard(dashboardFile):
result = {}
for thread in activeThreads:
try:
engine: LiveTrading = thread.bot
if engine.alive:
bot = engine.bot
result[engine.id] = {
'alive':
engine.alive,
"last_time":
bot.last_time,
"last_tick":
str(bot.last_tick_time),
"last_tick_tstamp":
bot.last_tick_time.timestamp()
if bot.last_tick_time is not None else None,
"equity":
engine.account.equity,
"risk_reference":
bot.risk_reference,
"max_equity":
bot.max_equity,
"time_of_max_equity":
bot.time_of_max_equity
}
data = result[engine.id]
data['positions'] = []
for pos in engine.bot.open_positions:
data['positions'].append(
engine.bot.open_positions[pos].to_json())
data['moduleData'] = {}
data['moduleData'][
engine.bars[0].tstamp] = ExitModule.get_data_for_json(
engine.bars[0])
data['moduleData'][
engine.bars[1].tstamp] = ExitModule.get_data_for_json(
engine.bars[1])
else:
result[engine.id] = {"alive": False}
except Exception as e:
logger.error("exception in writing dashboard: " +
traceback.format_exc())
thread.bot.alive = False
try:
os.makedirs(os.path.dirname(dashboardFile))
except Exception:
pass
with open(dashboardFile, 'w') as file:
json.dump(result, file, sort_keys=False, indent=4)
def fill_openpositions(self, data, bars: List[Bar]):
self.last_time = data["last_time"]
if "last_tick_tstamp" in data:
self.last_tick_time = datetime.fromtimestamp(data["last_tick_tstamp"])
if "max_equity" in data.keys():
self.max_equity = data["max_equity"]
self.time_of_max_equity = data["time_of_max_equity"]
for pos_json in data["positions"]:
pos: Position = Position.from_json(pos_json)
self.open_positions[pos.id] = pos
if "moduleData" in data.keys():
for idx in range(5):
if str(bars[idx].tstamp) in data["moduleData"].keys():
moduleData = data['moduleData'][str(bars[idx].tstamp)]
ExitModule.set_data_from_json(bars[idx], moduleData)
def save_open_positions(self, bars: List[Bar]):
if self.unique_id is None:
return
base = 'openPositions/'
try:
os.makedirs(base)
except Exception:
pass
with open(base + self._get_pos_file(), 'w') as file:
pos_json = []
for pos in self.open_positions:
pos_json.append(self.open_positions[pos].to_json())
moduleData = {}
for idx in range(5):
moduleData[bars[idx].tstamp] = ExitModule.get_data_for_json(
bars[idx])
data = {
"last_time": self.last_time,
"last_tick": str(self.last_tick_time),
"positions": pos_json,
"moduleData": moduleData,
"risk_reference": self.risk_reference,
"max_equity": self.max_equity,
"time_of_max_equity": self.time_of_max_equity
}
json.dump(data, file, sort_keys=False, indent=4)
def write_dashboard(dashboardFile):
result = {}
for thread in activeThreads:
try:
bot: LiveTrading = thread.bot
if bot.alive:
result[bot.id] = {
'alive': bot.alive,
"last_time": bot.bot.last_time,
"last_tick": str(bot.bot.last_tick_time)
}
data = result[bot.id]
data['positions'] = []
for pos in bot.bot.open_positions:
data['positions'].append(
bot.bot.open_positions[pos].to_json())
data['moduleData'] = {}
data['moduleData'][
bot.bars[0].tstamp] = ExitModule.get_data_for_json(
bot.bars[0])
data['moduleData'][
bot.bars[1].tstamp] = ExitModule.get_data_for_json(
bot.bars[1])
else:
result[bot.id] = {"alive": False}
except Exception as e:
logger.error("exception in writing dashboard: " +
traceback.format_exc())
thread.bot.alive = False
try:
os.makedirs(os.path.dirname(dashboardFile))
except Exception:
pass
with open(dashboardFile, 'w') as file:
json.dump(result, file, sort_keys=False, indent=4)
def save_open_positions(self, bars: List[Bar]):
if self.unique_id is None:
return
base = 'openPositions/'
try:
os.makedirs(base)
except Exception:
pass
try:
pos_json = []
for pos in self.open_positions:
pos_json.append(self.open_positions[pos].to_json())
moduleData = {}
for idx in range(5):
moduleData[bars[idx].tstamp] = ExitModule.get_data_for_json(
bars[idx])
data = {
"last_time": self.last_time,
"last_tick_tstamp": self.last_tick_time.timestamp(),
"last_tick": str(self.last_tick_time),
"positions": pos_json,
"moduleData": moduleData,
"risk_reference": self.risk_reference,
"max_equity": self.max_equity,
"time_of_max_equity": self.time_of_max_equity
}
string = json.dumps(data, sort_keys=False, indent=4)
with open(base + self._get_pos_file(), 'w') as file:
file.write(string)
# backup if no error happened: this is need to have a backup of the status
# for manual intervention when something breaks massivly
with open(base + self._get_pos_file(self.openPositionRolling),
'w') as file:
file.write(string)
self.openPositionRolling += 1
if self.openPositionRolling > 10:
self.openPositionRolling = 1
except Exception as e:
self.logger.error("Error saving positions " + str(e))
raise e